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ridge-regression

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Predicting Amsterdam house / real estate prices using Ordinary Least Squares-, XGBoost-, KNN-, Lasso-, Ridge-, Polynomial-, Random Forest-, and Neural Network MLP Regression (via scikit-learn)

  • Updated Apr 9, 2019
  • Python
MLWithPytorch

This repository implements a rolling window framework using Ridge Regression to adaptively model and forecast financial time series. The code also evaluates model accuracy through Mean Squared Error (MSE) and Mean Absolute Error (MAE) across varying window sizes, with detailed visualizations of prediction performance.

  • Updated Nov 23, 2024
  • Python

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